+357.7%
IGV vs NOK
+144.6%
+213.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.5% | -0.6% |
| 7D | -2.9% | +11.0% | -13.9% | -5.0% |
| 30D | -1.5% | +7.8% | -9.4% | -3.1% |
| 3M | +11.7% | -21.0% | +32.7% | +15.9% |
| 6M | +18.4% | +40.9% | -22.5% | +6.6% |
| YTD | -3.9% | +72.0% | -76.0% | -17.6% |
| 1Y | -9.7% | +140.9% | -150.6% | -29.1% |
| 3Y | +38.4% | +194.3% | -155.8% | +1.7% |
| 5Y | +21.6% | +112.5% | -90.9% | -4.5% |
| All | +357.7% | +144.6% | +213.2% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NOK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling